Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.69% | 1.33 CHF | 1.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 216'217 CHF | 217'717 CHF | 99.17% | 99.17% |
19.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 196'837 CHF | 198'337 CHF | 99.16% | 99.16% |
18.11.2024 | 0.67% | 1.54 CHF | 1.55 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 223'122 CHF | 224'622 CHF | 99.22% | 99.22% |
15.11.2024 | 0.62% | 1.49 CHF | 1.50 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 239'867 CHF | 241'367 CHF | 99.16% | 99.16% |
14.11.2024 | 0.58% | 1.86 CHF | 1.87 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 259'204 CHF | 260'704 CHF | 99.03% | 99.03% |
13.11.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 243'166 CHF | 244'666 CHF | 99.16% | 99.16% |
12.11.2024 | 0.54% | 1.67 CHF | 1.68 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 278'479 CHF | 279'979 CHF | 99.16% | 99.16% |
11.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 318'647 CHF | 320'147 CHF | 99.16% | 99.16% |
08.11.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 290'252 CHF | 291'752 CHF | 99.17% | 99.17% |
07.11.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 327'955 CHF | 329'455 CHF | 90.59% | 90.59% |